AP
This follows on the heels of last week's incident where Bay and the crew were accosted by a "maniac" weilding an airconditioner. That man was one of two brothers Mak Chi-shing and Mak Chi-hang - Hang Fat Air Conditioner and Water Electrical Company - who tried to extort the film crew for a reported HK $100,000.
Police are looking for three other racketeers in connection with the latest case, which happened on the roof of a residential block in To Kwa Wan Road at about 2.30pm on Tuesday.
The four men allegedly approached the film crew and demanded money from them as they were checking the site, according to police.
Officers were called to the scene and arrested a 35-year-old Hong Kong man. The other three suspects managed to escape. A police source said the man was a suspected triad member.
We've reached out to Paramount for further comment on the incident.